Ignore the enemy agent disguised as a woman that starts the level at the same location as your agents; she won't fire, she's just there to make you draw your guns in an area where there's lots of police.

Head east until you reach an area with a roundabout in the road and buldings on three sides. This might sound a bit vague, but you'll know when you get there as you'll be ambushed from almost all sides by dozens of enemy agents. Just go into panic mode and keep firing. One of the enemy agents appears to be carrying a guass gun but as usual it backfires so you shouldn't worry about it. What you shouldn't do is try to move around; stand in one place (the crossing slightly south of the roundabout is good) and stand your ground.

After taking out the bad guys head south until you reach a building with a woman standing around at the south side. Think this is too good to be true? It usually is. Walking past the building to get to her results in a guard with a shotgun coming out to ambush you, so make sure you're rested before going in.

Capture the woman and retrace your steps back to the north-west corner to complete the mission.

It would appear that one enemy agent gets trapped right near the start; don't bother with him, just go about your business.

If you send just one agent in after the lady, chances are the guard won't try the ambush.